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Financial Modeling Under Non-Gaussian Distributions - Eric Jondeau
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Eric Jondeau:

Financial Modeling Under Non-Gaussian Distributions - Taschenbuch

2010, ISBN: 1849965994

ID: 9612485095

[EAN: 9781849965996], Neubuch, [PU: Springer Okt 2010], This item is printed on demand - Print on Demand Titel. Neuware - Practitioners and researchers who have handled financial market data know that asset returns do not behave according to the bell-shaped curve, associated with the Gaussian or normal distribution. Indeed, the use of Gaussian models when the asset return distributions are not normal could lead to a wrong choice of portfolio, the underestimation of extreme losses or mispriced derivative products. Consequently, non-Gaussian models and models based on processes with jumps, are gaining popularity among financial market practitioners. Non-Gaussian distributions are the key theme of this book which addresses the causes and consequences of non-normality and time dependency in both asset returns and option prices. One of the main aims is to bridge the gap between the theoretical developments and the practical implementations of what many users and researchers perceive as 'sophisticated' models or black boxes. The book is written for non-mathematicians who want to model financial market prices so the emphasis throughout is on practice. There are abundant empirical illustrations of the models and techniques described, many of which could be equally applied to other financial time series, such as exchange and interest rates. The authors have taken care to make the material accessible to anyone with a basic knowledge of statistics, calculus and probability, while at the same time preserving the mathematical rigor and complexity of the original models. This book will be an essential reference for practitioners in the finance industry, especially those responsible for managing portfolios and monitoring financial risk, but it will also be useful for mathematicians who want to know more about how their mathematical tools are applied in finance, and as a text for advanced courses in empirical finance; financial econometrics and financial derivatives. Practitioners and researchers who have handled financial market data know that asset returns do not behave according to the bell-shaped curve, associated with the Gaussian or normal distribution. Indeed, the use of Gaussian models when the asset return distributions are not normal could lead to a wrong choice of portfolio, the underestimation of extreme losses or mispriced derivative products. Consequently, non-Gaussian models and models based on processes with jumps are gaining popularity among financial market practitioners. Non-Gaussian distributions are the key theme of this book which addresses the causes and consequences of non-normality and time dependency in both asset returns and option prices. One of the main aims is to bridge the gap between the theoretical developments and the practical implementations of what many users and researchers perceive as 'sophisticated' models or black boxes. The book is written for non-mathematicians who want to model financial market prices so the emphasis throughout is on practice. There are abundant empirical illustrations of the models and techniques described, many of which could be equally applied to other financial time series, such as exchange and interest rates. The authors have taken care to make the material accessible to anyone with a basic knowledge of statistics, calculus and probability, while at the same time preserving the mathematical rigor and complexity of the original models. This book will be an essential reference for practitioners in the finance industry, especially those responsible for managing portfolios and monitoring financial risk, but it will also be useful for mathematicians who want to know more about how their mathematical tools are applied in finance, and as a text for advanced courses in empirical finance; financial econometrics and financial derivatives This book examines non-Gaussian distributions. It addresses the causes and consequences of non-normality and time dependency in both asset returns and option prices. The book is written for non-mathematicians

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Financial Modeling Under Non-Gaussian Distributions (Springer Finance) - Eric Jondeau, Ser Huang Poon, Michael Rockinger
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Eric Jondeau, Ser Huang Poon, Michael Rockinger:

Financial Modeling Under Non-Gaussian Distributions (Springer Finance) - Taschenbuch

ISBN: 1849965994

[SR: 4173842], Paperback, [EAN: 9781849965996], Springer London, Springer London, Book, [PU: Springer London], Springer London, This book examines non-Gaussian distributions. It addresses the causes and consequences of non-no...., 268091, Accounting, 659892, Audits & Auditing, 659894, Book-keeping, 268092, Cost, 268093, Financial, 268094, Financial Reporting & Statements, 268097, International, 268098, Management Accounting, 68, Business, Finance & Law, 1025612, Subjects, 266239, Books, 268156, Econometrics, 268153, Economics, 68, Business, Finance & Law, 1025612, Subjects, 266239, Books, 268179, Professional Finance, 659892, Audits & Auditing, 268180, Banking, 659982, Budgeting, 268181, Corporate, 659984, Forecasting, 659986, Foreign Exchange, 268183, Insurance, 659992, International Finance, 268194, Investments & Securities, 268216, Public, 659994, Purchasing & Procurement, 659996, Risk Management, 659998, Taxation, 660000, Venture Capital, 68, Business, Finance & Law, 1025612, Subjects, 266239, Books, 278329, Applied Mathematics, 922530, Mathematical Modelling, 278335, Mathematics for Scientists & Engineers, 278419, Physics, 278320, Mathematics, 57, Science & Nature, 1025612, Subjects, 266239, Books, 278381, Game Theory, 278380, Optimisation, 278320, Mathematics, 57, Science & Nature, 1025612, Subjects, 266239, Books, 278384, Philosophy of Mathematics, 278320, Mathematics, 57, Science & Nature, 1025612, Subjects, 266239, Books, 278385, Probability & Statistics, 278320, Mathematics, 57, Science & Nature, 1025612, Subjects, 266239, Books, 922942, Maths, 922868, Popular Science, 57, Science & Nature, 1025612, Subjects, 266239, Books, 570878, Statistics & Probability, 570874, Applied Mathematics, 564352, Mathematics, 564334, Scientific, Technical & Medical, 1025612, Subjects, 266239, Books

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Financial Modeling Under Non-Gaussian Distributions - Jondeau, Eric Poon, Ser-Huang Rockinger, Michael
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Jondeau, Eric Poon, Ser-Huang Rockinger, Michael:
Financial Modeling Under Non-Gaussian Distributions - Taschenbuch

2010

ISBN: 9781849965996

[ED: Softcover], [PU: Springer, Berlin], This book examines non-Gaussian distributions. It addresses the causes and consequences of non-normality and time dependency in both asset returns and option prices. The book is written for non-mathematicians who want to model financial market prices so the emphasis throughout is on practice. There are abundant empirical illustrations of the models and techniques described, many of which could be equally applied to other financial time series.2010. xviii, 541 S. 44 Tabellen. 235 mmVersandfertig in 3-5 Tagen

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Financial Modeling Under Non-Gaussian Distributions - Eric Jondeau
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Eric Jondeau:
Financial Modeling Under Non-Gaussian Distributions - Taschenbuch

ISBN: 9781849965996

ID: 9781849965996

Financial Modeling Under Non-Gaussian Distributions Financial-Modeling-Under-Non-Gaussian-Distributions~~Eric-Jondeau Business>Accounting/Finance>Accounting/Finance Paperback, Springer London

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Financial Modeling Under Non-Gaussian Distributions - Eric Jondeau; Ser-Huang Poon; Michael Rockinger
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Eric Jondeau; Ser-Huang Poon; Michael Rockinger:
Financial Modeling Under Non-Gaussian Distributions - Taschenbuch

2010, ISBN: 9781849965996

ID: 16179676

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Details zum Buch
Financial Modeling Under Non-Gaussian Distributions
Autor:

Jondeau, Eric; Rockinger, Michael; Poon, Ser-Huang

Titel:

Financial Modeling Under Non-Gaussian Distributions

ISBN-Nummer:

9781849965996

This book examines non-Gaussian distributions. It addresses the causes and consequences of non-normality and time dependency in both asset returns and option prices. The book is written for non-mathematicians who want to model financial market prices so the emphasis throughout is on practice. There are abundant empirical illustrations of the models and techniques described, many of which could be equally applied to other financial time series.

Detailangaben zum Buch - Financial Modeling Under Non-Gaussian Distributions


EAN (ISBN-13): 9781849965996
ISBN (ISBN-10): 1849965994
Gebundene Ausgabe
Taschenbuch
Erscheinungsjahr: 2010
Herausgeber: Springer-Verlag GmbH
560 Seiten
Gewicht: 0,836 kg
Sprache: eng/Englisch

Buch in der Datenbank seit 29.07.2011 22:19:15
Buch zuletzt gefunden am 23.10.2016 15:17:02
ISBN/EAN: 9781849965996

ISBN - alternative Schreibweisen:
1-84996-599-4, 978-1-84996-599-6

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